Pages that link to "Item:Q404585"
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The following pages link to Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585):
Displaying 10 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Long-term yield in an affine HJM framework on \(S_{d}^{+}\) (Q722068) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- BSDE approach to utility maximization with square-root factor processes (Q1984680) (← links)
- Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
